DZ Bank Call 70 NDA 21.03.2025
/ DE000DQ2LPZ4
DZ Bank Call 70 NDA 21.03.2025/ DE000DQ2LPZ4 /
| 1/24/2025 9:42:47 PM |
Chg.-0.040 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-5.88% |
0.650
Bid Size: 3,000 |
0.680
Ask Size: 3,000 |
AURUBIS AG |
70.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2LPZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.37 |
| Parity: |
0.32 |
| Time value: |
0.39 |
| Break-even: |
77.10 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
6.61 |
| Rho: |
0.06 |
Quote data
| Open: |
0.690 |
| High: |
0.760 |
| Low: |
0.640 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.25% |
| 1 Month |
|
|
-40.74% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.640 |
| 1M High / 1M Low: |
0.960 |
0.510 |
| 6M High / 6M Low: |
1.690 |
0.300 |
| High (YTD): |
1/6/2025 |
0.890 |
| Low (YTD): |
1/10/2025 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.721 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.790 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.30% |
| Volatility 6M: |
|
215.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |